ALL IS WELL in 20260724 post optimization ================================================== OPTIMIZER OBJECTIVE BREAKDOWN ================================================== gamma = 15.0 rtau = 40.0 tmult = 0.75 otau = 30.0 atau = 29.0 btau = 1.0 objective = 0.2152847213066892 gross = 3.7821031416352144 netReturn = 0.30704637079295927 variance = 0.005737576246994348 gamma_variance = 0.08606364370491522 linearCost = 0.00013911869957623915 avgLinearCost = 0.00011017864788264769 impactBuy = 1.5910013161202487e-05 impactSell = 1.807599345064472e-05 tcost = 0.00017310470618808635 avgTcost = 0.00014416465449449488 btau_tcost = 0.00017310470618808635 atau_avgTcost = 0.004180774980340351 penalty = 0.0013441260948264357 assets = 7182 NAV = 10499145.74353544 ================================================== [post_opt_validation] 2026-07-24 gross=3.7813 limit=4.2000 (maxLeverage=4.00 tol=0.20) [post_opt_validation] 2026-07-24 strategyLongShortType=BOTH net=0.2120 bounds=[-0.0500,0.4000] [post_opt_validation] 2026-07-24 turnover=0.1339 turnover_percent=3.54% limit=20.00% [post_opt_validation] 2026-07-24 max|w|=0.0276 (no limit configured) [post_opt_validation] PASSED all checks @ 2026-07-24.